Why aren't the images from the feed being attached to the post?

The permissions on you 'uploads' folder in 'wp-content' are most likely not set correctly.

Where's the help section?

This plugin is still under development and in beta. Most of the functionality is still subject to change and I hope to bring some more features to the plugin. Compiling an extensive help and support section would therefor be somewhat of a hassle at the moment. I strongly advise you to post in the support forums if you have any questions. ( And please check there first if your question wasn't answered yet. )